+48.7%
IVZ vs TDY
+9.8%
+38.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | -2.4% | -1.9% | -0.5% | -1.4% |
| 30D | +2.5% | -12.5% | +15.0% | +9.9% |
| 3M | +17.1% | -0.8% | +17.9% | +17.4% |
| 6M | +35.1% | -9.0% | +44.1% | +41.1% |
| YTD | +24.3% | +16.8% | +7.5% | +13.7% |
| 1Y | +48.7% | +9.5% | +39.2% | +39.7% |
| All | +48.7% | +9.8% | +38.8% | +39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TDY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling